CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 11-May-2018
Day Change Summary
Previous Current
10-May-2018 11-May-2018 Change Change % Previous Week
Open 0.9132 0.9158 0.0027 0.3% 0.9192
High 0.9169 0.9182 0.0013 0.1% 0.9219
Low 0.9110 0.9147 0.0037 0.4% 0.9110
Close 0.9164 0.9170 0.0006 0.1% 0.9170
Range 0.0059 0.0036 -0.0024 -39.8% 0.0109
ATR 0.0058 0.0056 -0.0002 -2.7% 0.0000
Volume 132,720 89,423 -43,297 -32.6% 532,308
Daily Pivots for day following 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.9273 0.9257 0.9190
R3 0.9237 0.9221 0.9180
R2 0.9202 0.9202 0.9177
R1 0.9186 0.9186 0.9173 0.9194
PP 0.9166 0.9166 0.9166 0.9170
S1 0.9150 0.9150 0.9167 0.9158
S2 0.9131 0.9131 0.9163
S3 0.9095 0.9115 0.9160
S4 0.9060 0.9079 0.9150
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.9493 0.9441 0.9230
R3 0.9384 0.9332 0.9200
R2 0.9275 0.9275 0.9190
R1 0.9223 0.9223 0.9180 0.9195
PP 0.9166 0.9166 0.9166 0.9152
S1 0.9114 0.9114 0.9160 0.9086
S2 0.9057 0.9057 0.9150
S3 0.8948 0.9005 0.9140
S4 0.8839 0.8896 0.9110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9219 0.9110 0.0109 1.2% 0.0053 0.6% 55% False False 106,461
10 0.9229 0.9110 0.0119 1.3% 0.0052 0.6% 51% False False 109,058
20 0.9393 0.9110 0.0283 3.1% 0.0050 0.5% 21% False False 111,302
40 0.9615 0.9110 0.0505 5.5% 0.0060 0.7% 12% False False 128,628
60 0.9615 0.9110 0.0505 5.5% 0.0064 0.7% 12% False False 90,947
80 0.9615 0.9050 0.0565 6.2% 0.0067 0.7% 21% False False 68,276
100 0.9615 0.8902 0.0713 7.8% 0.0061 0.7% 38% False False 54,633
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9333
2.618 0.9275
1.618 0.9239
1.000 0.9218
0.618 0.9204
HIGH 0.9182
0.618 0.9168
0.500 0.9164
0.382 0.9160
LOW 0.9147
0.618 0.9125
1.000 0.9111
1.618 0.9089
2.618 0.9054
4.250 0.8996
Fisher Pivots for day following 11-May-2018
Pivot 1 day 3 day
R1 0.9168 0.9165
PP 0.9166 0.9159
S1 0.9164 0.9154

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols